Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50760.18 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.01 %¶

This Week¶

Return: 0.01 %¶

Total portfolio value¶

Return including deposits: 66.164 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Hexatronic Group 15 4.050000 1093.500000 25.800000 2.420000 1067.700000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Orrön Energy 170 -2.420000 2056.150000 15.300000 0.750000 2040.850000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Sagax B 4 -0.890000 894.400000 11.200000 1.270000 883.200000
BHG Group 109 -4.650000 1430.080000 10.900000 0.770000 1419.180000
Vitec Software Group B 2 -1.330000 1111.000000 10.000000 0.910000 1101.000000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Atrium Ljungberg B 5 -0.170000 907.000000 5.500000 0.610000 901.500000
Addnode Group B 7 -2.040000 907.200000 4.200000 0.470000 903.000000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
JM 7 -1.160000 950.600000 2.800000 0.300000 947.800000
Sandvik 4 -1.210000 848.000000 2.400000 0.280000 845.600000
ASSA ABLOY B 4 -1.230000 993.200000 2.400000 0.240000 990.800000
Latour B 4 -2.820000 856.000000 2.000000 0.230000 854.000000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Biotage 1 -6.400000 147.700000 0.200000 0.140000 147.500000
SKF B 5 -1.460000 977.000000 -1.000000 -0.100000 978.000000
Hennes & Mauritz B 6 -1.290000 908.400000 -1.560000 -0.170000 909.960000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
Byggmax Group 33 -1.890000 961.620000 -3.300000 -0.340000 964.920000
OX2 12 -3.460000 903.000000 -3.600000 -0.400000 906.600000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
Catena 2 -0.550000 797.600000 -6.000000 -0.750000 803.600000
Hoist Finance 36 0.180000 1000.800000 -7.200000 -0.710000 1008.000000
EQT 4 -2.480000 863.600000 -7.200000 -0.830000 870.800000
Vitrolife 3 -2.370000 666.600000 -10.400000 -1.540000 677.000001
Investor B 3 -1.470000 645.150000 -12.850000 -1.950000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.810000 1850.220000 -47.280000 -2.490000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -3.030000 2620.740000 -362.840000 -12.160000 2983.577733
TOTAL 45202.860000 -374.730000 -4.44984% 45577.591729

Updated:¶

'2023-06-19 13:01:47.557052'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶